Guess this is an impossible task

No.
It's possible.
1.Create a new folder that you want to assign as 'My Documents' folder first.
It can be located in other drive.
2.Right click 'My Documents' on your desktop or Windows Explorer.
3.click 'property'
4.Go to 'Target'.
5.type the path to the folder(you already made) that you want 'My Documents' to be.
6.apply.
7.it will ask you it will move files to new folder.
8.click OK.
or You can edit registry.
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders